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source:"econis"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Interest rate derivative"
~subject:"Optionspreistheorie"
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Markovian short rates in a forward rate model with a general class of Lévy processes
Küchler, Uwe
(
contributor
)
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919022
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